-70.2%
ENPH vs ESTC
+18.2%
-88.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.8% |
| 7D | -2.4% | -8.1% | +5.7% | -1.3% |
| 30D | -6.6% | +31.7% | -38.3% | -10.7% |
| 3M | -46.8% | +41.1% | -87.9% | -49.7% |
| 6M | -14.7% | +77.1% | -91.8% | -22.4% |
| YTD | +13.5% | +21.7% | -8.2% | +8.9% |
| 1Y | -0.4% | +8.4% | -8.8% | -3.3% |
| All | -70.2% | +18.2% | -88.5% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling